%% Copyright (C) 1995, 1996, 1997  Kurt Hornik
%%
%% This file is part of Octave.
%%
%% Octave is free software; you can redistribute it and/or modify it
%% under the terms of the GNU General Public License as published by
%% the Free Software Foundation; either version 2, or (at your option)
%% any later version.
%%
%% Octave is distributed in the hope that it will be useful, but
%% WITHOUT ANY WARRANTY; without even the implied warranty of
%% MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the GNU
%% General Public License for more details.
%%
%% You should have received a copy of the GNU General Public License
%% along with Octave; see the file COPYING.  If not, write to the Free
%% Software Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA
%% 02110-1301, USA.

%% -*- texinfo -*-
%% @deftypefn {Function File} {[@var{pval}, @var{z}] =} u_test (@var{x}, @var{y}, @var{alt})
%% For two samples @var{x} and @var{y}, perform a Mann-Whitney U-test of
%% the null hypothesis PROB (@var{x} > @var{y}) == 1/2 == PROB (@var{x}
%% < @var{y}).  Under the null, the test statistic @var{z} approximately
%% follows a standard normal distribution.  Note that this test is
%% equivalent to the Wilcoxon rank-sum test.
%%
%% With the optional argument string @var{alt}, the alternative of
%% interest can be selected.  If @var{alt} is @code{'~='} or
%% @code{'<>'}, the null is tested against the two-sided alternative
%% PROB (@var{x} > @var{y}) ~= 1/2.  If @var{alt} is @code{'>'}, the
%% one-sided alternative PROB (@var{x} > @var{y}) > 1/2 is considered.
%% Similarly for @code{'<'}, the one-sided alternative PROB (@var{x} >
%% @var{y}) < 1/2 is considered,  The default is the two-sided case.
%%
%% The p-value of the test is returned in @var{pval}.
%%
%% If no output argument is given, the p-value of the test is displayed.
%% @end deftypefn

%% This implementation is still incomplete---for small sample sizes,
%% the normal approximation is rather bad ...

%% Author: KH <Kurt.Hornik@wu-wien.ac.at>
%% Description: Mann-Whitney U-test
%% Adapted for the use with M*tlab by AS <a.schloegl@ieee.org> Dec 2006

function [pval, z] = u_test (x, y, alt)

  if ((nargin < 2) || (nargin > 3))
    print_usage ();
  end

  if (~ (isvector (x) && isvector (y)))
    error ('u_test: both x and y must be vectors');
  end

  n_x  = length (x);
  n_y  = length (y);
  r    = ranks ([(reshape (x, 1, n_x)), (reshape (y, 1, n_y))]);
  z    = (sum (r(1 : n_x)) - n_x * (n_x + n_y + 1) / 2) ...
           / sqrt (n_x * n_y * (n_x + n_y + 1) / 12);

  cdf  = normcdf (z);

  if (nargin == 2)
    alt  = '~=';
  end

  if (~ ischar (alt))
    error('u_test: alt must be a string');
  end
  if (strcmp (alt, '~=') || strcmp (alt, '<>'))
    pval = 2 * min (cdf, 1 - cdf);
  elseif (strcmp (alt, '>'))
    pval = cdf;
  elseif (strcmp (alt, '<'))
    pval = 1 - cdf;
  else
    error ('u_test: option %s not recognized', alt);
  end

  if (nargout == 0)
    printf ('  pval: %g\n', pval);
  end

end
